covariance: Well-conditioned estimation of large-dimensional covariance matrices
Please see the README on GitHub at https://github.com/dschrempf/covariance#readme
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- covariance-0.1.0.5.tar.gz [browse] (Cabal source package)
- Package description (as included in the package)
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Versions [RSS] | 0.1.0.0, 0.1.0.1, 0.1.0.2, 0.1.0.3, 0.1.0.4, 0.1.0.5, 0.1.0.6, 0.2.0.0, 0.2.0.1 |
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Change log | CHANGELOG.md |
Dependencies | base (>=4 && <5), glasso, hmatrix, statistics, vector [details] |
License | GPL-3.0-or-later |
Author | Dominik Schrempf |
Maintainer | dominik.schrempf@gmail.com |
Category | Math , Statistics |
Home page | https://github.com/dschrempf/covariance |
Uploaded | by dschrempf at 2021-09-16T19:07:19Z |
Distributions | LTSHaskell:0.2.0.1, NixOS:0.2.0.1, Stackage:0.2.0.1 |
Reverse Dependencies | 1 direct, 0 indirect [details] |
Downloads | 1137 total (13 in the last 30 days) |
Rating | (no votes yet) [estimated by Bayesian average] |
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Status | Docs available [build log] Last success reported on 2021-09-16 [all 1 reports] |